Downloading ^NDX...
================================================================================ NASDAQ-100 (1986 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 57.7% │ +0.3% 1 month later │ 62.7% │ +1.3% 2 months later │ 66.5% │ +2.7% 3 months later │ 69.8% │ +4.1% 6 months later │ 74.3% │ +8.4% 1 year later │ 81.7% │ +17.3% --- ABOVE 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 60.3% │ +0.4% 1 month later │ 67.8% │ +1.7% 2 months later │ 73.8% │ +3.5% 3 months later │ 78.7% │ +5.3% 6 months later │ 89.1% │ +10.7% 1 year later │ 89.1% │ +22.0% --- BELOW 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 51.9% │ +1.5% 1 month later │ 54.3% │ +6.8% 2 months later │ 57.9% │ +15.1% 3 months later │ 63.1% │ +25.9% 6 months later │ 65.9% │ +56.3% 1 year later │ 74.7% │ +128.1% Downloading ^IXIC...
================================================================================ NASDAQ Composite (1971 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 57.8% │ +0.2% 1 month later │ 61.6% │ +1.0% 2 months later │ 64.0% │ +2.1% 3 months later │ 65.6% │ +3.1% 6 months later │ 69.9% │ +6.3% 1 year later │ 75.9% │ +12.8% --- ABOVE 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 61.4% │ +0.3% 1 month later │ 68.0% │ +1.4% 2 months later │ 72.0% │ +2.8% 3 months later │ 75.9% │ +4.2% 6 months later │ 87.4% │ +8.5% 1 year later │ 86.1% │ +17.2% --- BELOW 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 50.8% │ +0.9% 1 month later │ 50.1% │ +3.8% 2 months later │ 54.6% │ +7.8% 3 months later │ 56.2% │ +12.0% 6 months later │ 59.1% │ +26.1% 1 year later │ 72.6% │ +59.5%
NASDAQ 100 | 25,329.04 | 2026-02-25
2,500,000 simulations across 5 models (worst-case ensemble)
90% 95% 97% 99%
────────────────────────────────────────────────────────────
End of Week (Feb 27) 24,573 24,385 24,189 23,660 ▼ downside
-3.0% -3.7% -4.5% -6.6%
26,145 26,349 26,564 27,158 ▲ upside
+3.2% +4.0% +4.9% +7.2%
End of Month (Feb 28) 24,573 24,385 24,190 23,643 ▼ downside
-3.0% -3.7% -4.5% -6.7%
26,146 26,350 26,558 27,154 ▲ upside
+3.2% +4.0% +4.9% +7.2%
End of Qtr (Mar 31) 22,576 21,975 21,405 20,169 ▼ downside
-10.9% -13.2% -15.5% -20.4%
29,329 30,300 31,019 32,762 ▲ upside
+15.8% +19.6% +22.5% +29.3%
============================================================ Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX) ============================================================ [1] Fetching XYZ100 daily candles... Fetching candles for xyz:XYZ100...
✓ Saved 136 candles -> xyz100_candles_daily.csv [2] Fetching current funding...
Funding: -0.0004%/hr (-3.9% APR) Mark: $25,325.00 | Oracle: $25,325.00 Open Interest: 4,925.17 [3] Fetching Nasdaq Index (daily)...
✓ ^NDX fetched and aligned [4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
Done.
YF.download() has changed argument auto_adjust default to True
🕒 LIVE MODE: Using latest data (2026-02-25)
============================================================
📊 CURRENT MARKET CONDITIONS
============================================================
📅 Time Period:
Date: 2026-02-25 00:00:00
Month: 2
Quarter: Q1
Cycle Year: Year2
💰 Price:
Close: $25,461.75
📏 Range Position (20D):
Zone: 6 of 10 (50-60%)
Position: 57.9% [███████████░░░░░░░░░]
Range: $24,239.75 (low) — $26,349.00 (high)
🏔️ ATH Drawdown:
Drawdown: -3.05%
Zone: 1 of 20 (Near ATH)
🌪️ Volatility (20D Range Width):
Width%: 8.28%
Zone: 12 of 20
📈 Moving Average Position:
20 MA: $25,213.81 (ABOVE ↑, +0.98%)
50 MA: $25,434.56 (ABOVE ↑, +0.11%)
200 MA: $24,186.80 (ABOVE ↑, +5.27%)
🎯 Trend Summary:
Strong BULLISH - Price above all MAs
============================================================
🎯 SMART FILTER APPLIED:
Latest data: 2026-02-25 00:00:00
Current price: $25,461.75
- 50 MA: ABOVE ↑ $25,434.56 (+0.1%)
- 200 MA: ABOVE ↑ $24,186.80 (+5.3%)
- Range Zone: 6 (50-60%) [Position: 57.9%] | Range: $24,239.75 - $26,349.00
- ATH Drawdown Zone: 1/20 (DD: -3.0%)
🔴 Days Since 20D HIGH = 19 days (5 occurrences) =============================================== Period Count Avg Return Median Win Rate Best Worst Std Dev 68% Range ----------------------------------------------------------------------------------------- 1D 4 0.07% 0.13% 50.0% 1.27% -1.25% 1.13% -1.06% to 1.21% 2D 4 -0.60% -0.49% 50.0% 1.25% -2.66% 1.74% -2.34% to 1.15% 3D 4 -0.52% -0.14% 50.0% 2.57% -4.35% 3.06% -3.58% to 2.54% 5D 4 -2.22% 0.47% 50.0% 2.48% -12.30% 6.82% -9.04% to 4.60% 7D 4 -1.29% 0.05% 50.0% 2.42% -7.67% 4.54% -5.83% to 3.26% 10D 4 -1.13% -0.14% 50.0% 2.16% -6.42% 3.96% -5.09% to 2.83% 15D 4 -0.34% 0.11% 50.0% 4.25% -5.83% 4.26% -4.60% to 3.92% 20D 4 0.78% 0.77% 50.0% 6.06% -4.46% 4.46% -3.67% to 5.24% 30D 4 0.61% 3.28% 75.0% 6.63% -10.73% 7.75% -7.14% to 8.36% 60D 4 4.79% 2.22% 100.0% 14.08% 0.63% 6.25% -1.46% to 11.04% 90D 3 9.97% 4.97% 100.0% 24.02% 0.92% 12.33% -2.36% to 22.31% 🟢 Days Since 20D LOW = 12 days (9 occurrences) ============================================== Period Count Avg Return Median Win Rate Best Worst Std Dev 68% Range ----------------------------------------------------------------------------------------- 1D 8 0.58% 0.47% 62.5% 2.28% -0.77% 1.22% -0.64% to 1.79% 2D 8 0.56% 0.56% 62.5% 4.18% -3.26% 2.40% -1.84% to 2.96% 3D 8 0.74% 1.63% 87.5% 3.23% -5.25% 2.61% -1.87% to 3.35% 5D 8 0.57% 0.76% 87.5% 4.88% -5.15% 2.73% -2.16% to 3.30% 7D 8 0.86% 1.42% 75.0% 5.50% -4.68% 2.86% -2.00% to 3.72% 10D 8 1.59% 1.82% 62.5% 7.79% -4.84% 3.73% -2.14% to 5.31% 15D 8 2.59% 1.21% 75.0% 13.18% -4.69% 5.34% -2.76% to 7.93% 20D 8 0.59% 2.67% 62.5% 6.31% -11.48% 5.63% -5.04% to 6.22% 30D 8 0.98% 1.42% 50.0% 13.71% -10.12% 7.50% -6.52% to 8.47% 60D 8 3.35% 4.54% 62.5% 11.54% -6.11% 6.39% -3.04% to 9.74% 90D 8 5.18% 7.87% 75.0% 17.21% -20.10% 11.83% -6.65% to 17.01%
🏁 SIGNAL RANKING (sorted by action_score) ========================================= Rank Signal Dir n Comp Conf Conf(dec) Action Size% Hold TP SL ------------------------------------------------------------------------------------------------------- 1 LOW LONG 8 10.0 54.3 54.3 5.43 5.432 1D 25763.4 (1.18%) 25152.24 (-1.22%) ✅ TRADE DECISION: GO LONG (LOW) | Size 5.432% | Hold 1D | TP 25,763.40 (+1.18%) | SL 25,152.24 (-1.22%) ✅ Analysis complete!
Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows | 1985-10-01 → 2026-02-25
Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows | 1985-10-01 → 2026-02-25
Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows | 1985-10-01 → 2026-02-25
Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows | 1985-10-01 → 2026-02-25 Current period: 2024-09-11 to 2026-02-25 Current cycle year: Year2
====================================================================== NASDAQ 100 (^NDX) ====================================================================== Downloading ^NDX data from Yahoo Finance...
Downloaded 10179 rows | 1985-10-01 → 2026-02-25 ============================================================ BEST LINEAR REGRESSION FIT — Nasdaq 100 ============================================================ Lookback Period: 4250 trading days R² Score: 0.9846 P-Value: 0.00e+00 ====================================================================== S&P 500 (^GSPC) ====================================================================== Downloading ^GSPC data from Yahoo Finance...
Downloaded 24654 rows | 1927-12-30 → 2026-02-25 ============================================================ BEST LINEAR REGRESSION FIT — S&P 500 ============================================================ Lookback Period: 4230 trading days R² Score: 0.9809 P-Value: 0.00e+00 ====================================================================== SEMICONDUCTORS (SMH) ====================================================================== Downloading SMH data from Yahoo Finance...
Downloaded 6470 rows | 2000-06-05 → 2026-02-25 ============================================================ BEST LINEAR REGRESSION FIT — Semiconductors (SMH) ============================================================ Lookback Period: 3660 trading days R² Score: 0.9758 P-Value: 0.00e+00
====================================================================== GOLD (GC=F) ====================================================================== Downloading GC=F data from Yahoo Finance...
Downloaded 6395 rows | 2000-08-30 → 2026-02-25 ============================================================ BEST LINEAR REGRESSION FIT — Gold ============================================================ Lookback Period: 610 trading days R² Score: 0.9637 P-Value: 0.00e+00
============================================================
DONCHIAN SLIM – ^NDX | 2026-02-25
============================================================
🔴 BEAR since 2026-02-04 (bar 14) ─ SHORT THE RIP
Entry: 24,891.24 → Current: 25,329.04 (-1.76%)
Pool: BEAR above 200MA (n=85)
DURATION ─ how old is this trend vs history?
# where this trend sits in the historical duration distribution
Percentile: 18th ████░░░░░░░░░░░░░░░░░░░░░
# how long similar trends typically last
Median: 26 bars | Mean: 31 | P75: 42 | P90: 57
RETURN ─ how does this move compare to past trends?
# open P&L ranked against all completed trades in this pool
Current: -1.76% (percentile: 71th) █████████████████░░░░░░░░
# best price seen this trend vs how much is still open profit
MFE: 2.02% (retaining -87%) ░░░░░░░░░░░░░░░░░░░░░░░░░
# typical completed trade returns for this pool
Hist median: -3.63% | mean: -2.34%
SUCCESS RATE ─ what are the odds from here?
# % of trades in this pool that were profitable at exit
Win rate: 23.5% █████░░░░░░░░░░░░░░░░░░░░
# % of trends that lasted at least this many bars
Survival: 82.4% ████████████████████░░░░░ (≥14 bars)
# of trades that reached this bar, how many gained more after
From here: 16% positive ███░░░░░░░░░░░░░░░░░░░░░░ (n=69)
# expected remaining return from this point to trend end
median remaining: -2.44%
TAKE PROFIT ─ scale out ⅓ at each level
(from entry 24,891.24)
# ✅ = already reached ⏳ = not yet
T1 ⅓ 1.55% → 24,504.93 ✅ P(75%)
T2 ⅓ 3.81% → 23,942.42 ⏳ P(50%)
T3 ⅓ trail 9.03% → 22,644.06 ⏳ P(25%)
STOP ─ where to get out if wrong
DC Upper: 26,165.08 (3.30% risk)
2-ATR: 26,210.02 (3.48% risk)
EXPECTANCY ─ SHORT THE RIP
EV: -1.14% per trade ⚠️ negative
(WR 24% × 6.44% reward − 76% × 3.48% risk)
ALL SETUPS ─ historical EV comparison for ^NDX
Setup n WR Avg MFE EV
────────────────────────────── ──── ───── ──────── ────────
TREND (BULL above MA) 87 56% 7.52% +2.72% ✅
BUY THE DIP (BULL below) 32 53% 9.48% +3.41% ✅
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.53% ⚠️ ◀
TREND (BEAR below MA) 33 30% 5.28% -0.82% ⚠️
(EV = WR × avg MFE reward − (1−WR) × 3.48% ATR risk)
============================================================
SUMMARY
────────────────────────────────────────────────────────
^NDX has been bearish for 14 bars — still early
at the 18th duration percentile. This is a short the rip setup.
The -1.76% move is already larger than most
(71th percentile), and the trend hit 2.02% MFE but has reversed through entry.
Most trends like this are still going at this point, with a 24% historical
win rate for this setup. Most of the move is likely behind us.
The donchian upper band at 26,165.08 (3.30% away) is the natural stop.
Chart saved → donchian_slim_chart.png
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ S&P 500 (^GSPC) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ^GSPC …
24654 rows | 1927-12-30 → 2026-02-25 Regression: 4230 day lookback R²=0.9809
DONCHIAN SLIM - ^GSPC | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-05 (bar 54) - TREND
Entry: 6,870.40 -> Current: 6,946.13 (+1.10%) Pool: BULL above 200MA (n=208)
DURATION | RETURN | SUCCESS RATE
Pctile: 71th | Current: 1.10% (57th pctile) | WR: 49.5%
Median: 34 bars Mean: 46 | MFE: 1.92% (retaining 57%) | Surv: 29.3% (>=54 bars)
P75: 63 P90: 94 | Hist med: -0.05% avg: 1.61% | From here: 35% pos (n=60)
| | Med remaining: -1.56%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,870.40) | STOP | EXPECTANCY - TREND
T1 1.90% -> 7,001 [x] | DC Lower: 6,775.50 | EV: +0.67% [+]
T2 4.48% -> 7,178 [ ] | (2.46% risk) | WR 50% x 3.93% rwd
T3 trail 8.84% -> 7,478 [ ] | 2-ATR: 6,769.98 | - 50% x 2.54% risk
| (2.54% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^GSPC bullish 54 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (71th pctile)
TREND (BULL above MA) 208 50% 5.07% +1.23% < | This is a trend-following setup
BUY THE DIP (BULL below) 102 40% 5.27% +0.60% | 1.10% gain is around typical (57th)
SHORT THE RIP (BEAR above) 205 22% 2.71% -1.38% | majority already reversed, 50% WR
TREND (BEAR below MA) 106 46% 6.33% +1.56% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.54% risk) | Stop: 6,775.50 (2.46% away)
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Nasdaq 100 (^NDX)
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Downloading ^NDX …
10179 rows | 1985-10-01 → 2026-02-25 Regression: 4250 day lookback R²=0.9846
DONCHIAN SLIM - ^NDX | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 14) - SHORT THE RIP
Entry: 24,891.24 -> Current: 25,329.04 (-1.76%) Pool: BEAR above 200MA (n=85)
DURATION | RETURN | SUCCESS RATE
Pctile: 18th | Current: -1.76% (71th pctile) | WR: 23.5%
Median: 26 bars Mean: 31 | MFE: 2.02% (retaining -87%) | Surv: 82.4% (>=14 bars)
P75: 42 P90: 57 | Hist med: -3.63% avg: -2.34% | From here: 16% pos (n=69)
| | Med remaining: -2.44%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,891.24) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.55% -> 24,505 [x] | DC Upper: 26,165.08 | EV: -1.14% [!]
T2 3.81% -> 23,942 [ ] | (3.30% risk) | WR 24% x 6.44% rwd
T3 trail 9.03% -> 22,644 [ ] | 2-ATR: 26,210.02 | - 76% x 3.48% risk
| (3.48% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^NDX bearish 14 bars
---------------------------- ---- ----- ------- -------- | still early (18th pctile)
TREND (BULL above MA) 87 56% 7.52% +2.72% | This is a short the rip setup
BUY THE DIP (BULL below) 32 53% 9.48% +3.41% | -1.76% move is larger than most (71th)
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.53% < | most trends still going, 24% WR
TREND (BEAR below MA) 33 30% 5.28% -0.82% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.48% risk) | Stop: 26,165.08 (3.30% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Russell 2000 (^RUT)
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Downloading ^RUT …
9688 rows | 1987-09-10 → 2026-02-25 Regression: 4180 day lookback R²=0.9084
DONCHIAN SLIM - ^RUT | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-03 (bar 56) - TREND
Entry: 2,512.14 -> Current: 2,663.33 (+6.02%) Pool: BULL above 200MA (n=80)
DURATION | RETURN | SUCCESS RATE
Pctile: 65th | Current: 6.02% (79th pctile) | WR: 51.2%
Median: 40 bars Mean: 51 | MFE: 8.88% (retaining 68%) | Surv: 35.0% (>=56 bars)
P75: 72 P90: 98 | Hist med: 0.21% avg: 2.03% | From here: 41% pos (n=27)
| | Med remaining: -1.38%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,512.14) | STOP | EXPECTANCY - TREND
T1 2.39% -> 2,572 [x] | DC Lower: 2,569.23 | EV: -1.14% [!]
T2 6.11% -> 2,666 [x] | (3.53% risk) | WR 51% x 1.48% rwd
T3 trail 10.64% -> 2,779 [ ] | 2-ATR: 2,559.51 | - 49% x 3.90% risk
| (3.90% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^RUT bullish 56 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (65th pctile)
TREND (BULL above MA) 80 51% 6.38% +1.37% < | This is a trend-following setup
BUY THE DIP (BULL below) 36 64% 8.27% +3.88% | 6.02% move is larger than most (79th)
SHORT THE RIP (BEAR above) 78 31% 4.00% -1.47% | majority already reversed, 51% WR
TREND (BEAR below MA) 39 36% 6.12% -0.30% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.90% risk) | Stop: 2,569.23 (3.53% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
S&P 500 Futures (ES) (ES=F)
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Downloading ES=F …
6423 rows | 2000-09-18 → 2026-02-25 Regression: 4230 day lookback R²=0.9812
DONCHIAN SLIM - ES=F | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-22 (bar 43) - TREND
Entry: 6,930.25 -> Current: 6,975.50 (+0.65%) Pool: BULL above 200MA (n=51)
DURATION | RETURN | SUCCESS RATE
Pctile: 47th | Current: 0.65% (43th pctile) | WR: 58.8%
Median: 44 bars Mean: 55 | MFE: 1.63% (retaining 40%) | Surv: 52.9% (>=43 bars)
P75: 80 P90: 106 | Hist med: 1.98% avg: 1.83% | From here: 38% pos (n=26)
| | Med remaining: -0.73%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,930.25) | STOP | EXPECTANCY - TREND
T1 2.09% -> 7,075 [ ] | DC Lower: 6,751.50 | EV: +1.56% [+]
T2 5.00% -> 7,277 [ ] | (3.21% risk) | WR 59% x 4.74% rwd
T3 trail 9.19% -> 7,567 [ ] | 2-ATR: 6,767.62 | - 41% x 2.98% risk
| (2.98% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ES=F bullish 43 bars
---------------------------- ---- ----- ------- -------- | developing but has room (47th pctile)
TREND (BULL above MA) 51 59% 5.42% +1.96% < | This is a trend-following setup
BUY THE DIP (BULL below) 20 45% 6.46% +1.27% | 0.65% gain is around typical (43th)
SHORT THE RIP (BEAR above) 52 17% 3.35% -1.88% | ~half have ended by now, 59% WR
TREND (BEAR below MA) 19 37% 7.50% +0.88% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.98% risk) | Stop: 6,751.50 (3.21% away)
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Nasdaq 100 Futures (NQ) (NQ=F)
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Downloading NQ=F …
6423 rows | 2000-09-18 → 2026-02-25 Regression: 4250 day lookback R²=0.9849
DONCHIAN SLIM - NQ=F | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 14) - SHORT THE RIP
Entry: 24,999.25 -> Current: 25,461.75 (-1.85%) Pool: BEAR above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 21th | Current: -1.85% (77th pctile) | WR: 14.9%
Median: 25 bars Mean: 29 | MFE: 3.04% (retaining -61%) | Surv: 78.7% (>=14 bars)
P75: 41 P90: 50 | Hist med: -4.14% avg: -3.31% | From here: 11% pos (n=36)
| | Med remaining: -2.56%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,999.25) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.45% -> 24,638 [x] | DC Upper: 26,349.00 | EV: -2.78% [!]
T2 3.36% -> 24,161 [ ] | (3.48% risk) | WR 15% x 5.62% rwd
T3 trail 6.81% -> 23,296 [ ] | 2-ATR: 26,543.45 | - 85% x 4.25% risk
| (4.25% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NQ=F bearish 14 bars
---------------------------- ---- ----- ------- -------- | still early (21th pctile)
TREND (BULL above MA) 53 58% 6.77% +2.20% | This is a short the rip setup
BUY THE DIP (BULL below) 18 61% 12.84% +6.20% | -1.85% move is larger than most (77th)
SHORT THE RIP (BEAR above) 47 15% 3.87% -3.04% < | most trends still going, 15% WR
TREND (BEAR below MA) 23 35% 8.23% +0.09% | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.25% risk) | Stop: 26,349.00 (3.48% away)
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Semiconductors (SMH) (SMH)
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Downloading SMH …
6470 rows | 2000-06-05 → 2026-02-25 Regression: 3660 day lookback R²=0.9758
DONCHIAN SLIM - SMH | 2026-02-25
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BULL since 2025-12-03 (bar 56) - TREND
Entry: 363.24 -> Current: 426.16 (+17.32%) Pool: BULL above 200MA (n=61)
DURATION | RETURN | SUCCESS RATE
Pctile: 80th | Current: 17.32% (95th pctile) | WR: 39.3%
Median: 29 bars Mean: 39 | MFE: 17.81% (retaining 97%) | Surv: 19.7% (>=56 bars)
P75: 43 P90: 85 | Hist med: -1.81% avg: 0.32% | From here: 64% pos (n=11)
| | Med remaining: 2.46%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 363.24) | STOP | EXPECTANCY - TREND
T1 2.50% -> 372 [x] | DC Lower: 374.24 | EV: -3.74% [!]
T2 6.10% -> 385 [x] | (12.18% risk) | WR 39% x 0.00% rwd
T3 trail 12.26% -> 408 [x] | 2-ATR: 399.86 | - 61% x 6.17% risk
| (6.17% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SMH bullish 56 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (80th pctile)
TREND (BULL above MA) 61 39% 6.95% -1.01% < | This is a trend-following setup
BUY THE DIP (BULL below) 28 50% 10.71% +2.27% | 17.32% move is in the top tier (95th)
SHORT THE RIP (BEAR above) 55 16% 3.80% -4.54% | very few last this long, 39% WR
TREND (BEAR below MA) 34 35% 8.13% -1.13% | history favours more (64%)
(EV = WR x MFE - (1-WR) x 6.17% risk) | Stop: 374.24 (12.18% away)
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Magnificent 7 (MAGS) (MAGS)
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Downloading MAGS …
722 rows | 2023-04-11 → 2026-02-25
Regression: 720 day lookback R²=0.9381
DONCHIAN SLIM - MAGS | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-20 (bar 25) - SHORT THE RIP
Entry: 62.94 -> Current: 63.27 (-0.52%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: -0.52% (80th pctile) | WR: 20.0%
Median: 33 bars Mean: 32 | MFE: 4.46% (retaining -12%) | Surv: 60.0% (>=25 bars)
P75: 40 P90: 49 | Hist med: -6.26% avg: -3.92% | From here: 0% pos (n=3)
| | Med remaining: -8.66%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 62.94) | STOP | EXPECTANCY - SHORT THE RIP
| DC Upper: 67.09 | Insufficient data
| (6.03% risk) |
| 2-ATR: 65.89 |
| (4.14% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MAGS bearish 25 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) - - - - | This is a short the rip setup
BUY THE DIP (BULL below) - - - - | -0.52% move is larger than most (80th)
SHORT THE RIP (BEAR above) - - - - | ~half have ended by now, 20% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.14% risk) | Stop: 67.09 (6.03% away)
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Tech Select (XLK) (XLK)
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Downloading XLK …
6835 rows | 1998-12-22 → 2026-02-25 Regression: 4370 day lookback R²=0.9846
DONCHIAN SLIM - XLK | 2026-02-25
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BEAR since 2026-02-04 (bar 14) - SHORT THE RIP
Entry: 138.12 -> Current: 143.01 (-3.54%) Pool: BEAR above 200MA (n=54)
DURATION | RETURN | SUCCESS RATE
Pctile: 22th | Current: -3.54% (48th pctile) | WR: 18.5%
Median: 22 bars Mean: 28 | MFE: 2.20% (retaining -161%) | Surv: 77.8% (>=14 bars)
P75: 34 P90: 55 | Hist med: -3.42% avg: -2.92% | From here: 18% pos (n=39)
| | Med remaining: -2.50%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 138.12) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.40% -> 136 [x] | DC Upper: 149.90 | EV: -2.76% [!]
T2 3.55% -> 133 [ ] | (4.82% risk) | WR 19% x 7.24% rwd
T3 trail 6.91% -> 129 [ ] | 2-ATR: 150.21 | - 81% x 5.04% risk
| (5.04% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | XLK bearish 14 bars
---------------------------- ---- ----- ------- -------- | still early (22th pctile)
TREND (BULL above MA) 58 57% 7.26% +1.96% | This is a short the rip setup
BUY THE DIP (BULL below) 21 52% 10.58% +3.15% | -3.54% gain is around typical (48th)
SHORT THE RIP (BEAR above) 54 19% 3.95% -3.37% < | most trends still going, 19% WR
TREND (BEAR below MA) 25 40% 10.44% +1.15% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.04% risk) | Stop: 149.90 (4.82% away)
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Uranium (URA) (URA)
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Downloading URA …
3848 rows | 2010-11-05 → 2026-02-25 Regression: 1810 day lookback R²=0.8620
DONCHIAN SLIM - URA | 2026-02-25
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BULL since 2026-01-05 (bar 35) - TREND
Entry: 48.63 -> Current: 55.19 (+13.49%) Pool: BULL above 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 13.49% (71th pctile) | WR: 35.7%
Median: 34 bars Mean: 41 | MFE: 28.07% (retaining 48%) | Surv: 50.0% (>=35 bars)
P75: 50 P90: 82 | Hist med: -3.12% avg: 2.84% | From here: 29% pos (n=7)
| | Med remaining: -10.79%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 48.63) | STOP | EXPECTANCY - TREND
T1 3.50% -> 50 [x] | DC Lower: 49.11 | EV: -4.89% [!]
T2 9.47% -> 53 [x] | (11.02% risk) | WR 36% x 7.11% rwd
T3 trail 37.71% -> 67 [ ] | 2-ATR: 48.81 | - 64% x 11.55% risk
| (11.55% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | URA bullish 35 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 14 36% 16.89% -1.39% < | This is a trend-following setup
BUY THE DIP (BULL below) 31 42% 10.97% -2.11% | 13.49% move is larger than most (71th)
SHORT THE RIP (BEAR above) 14 36% 12.91% -2.81% | ~half have ended by now, 36% WR
TREND (BEAR below MA) 31 48% 10.82% -0.73% | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.55% risk) | Stop: 49.11 (11.02% away)
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US Dollar Index (DXY) (DX-Y.NYB)
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Downloading DX-Y.NYB …
14004 rows | 1971-01-04 → 2026-02-25 Regression: 4650 day lookback R²=0.7607
DONCHIAN SLIM - DX-Y.NYB | 2026-02-25
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BEAR since 2026-01-23 (bar 22) - TREND
Entry: 97.60 -> Current: 97.65 (-0.05%) Pool: BEAR below 200MA (n=81)
DURATION | RETURN | SUCCESS RATE
Pctile: 22th | Current: -0.05% (53th pctile) | WR: 46.9%
Median: 38 bars Mean: 48 | MFE: 2.10% (retaining -2%) | Surv: 77.8% (>=22 bars)
P75: 64 P90: 96 | Hist med: -0.17% avg: 0.90% | From here: 44% pos (n=61)
| | Med remaining: -0.43%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 97.60) | STOP | EXPECTANCY - TREND
T1 0.73% -> 97 [x] | DC Upper: 98.08 | EV: +0.89% [+]
T2 2.12% -> 96 [ ] | (0.44% risk) | WR 47% x 3.18% rwd
T3 trail 6.56% -> 91 [ ] | 2-ATR: 98.75 | - 53% x 1.13% risk
| (1.13% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | DX-Y.NYB bearish 22 bars
---------------------------- ---- ----- ------- -------- | still early (22th pctile)
TREND (BULL above MA) 79 46% 2.47% +0.51% | This is a trend-following setup
BUY THE DIP (BULL below) 83 39% 1.95% +0.06% | -0.05% gain is around typical (53th)
SHORT THE RIP (BEAR above) 80 40% 2.35% +0.26% | most trends still going, 47% WR
TREND (BEAR below MA) 81 47% 3.13% +0.87% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.13% risk) | Stop: 98.08 (0.44% away)
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USD/JPY (USDJPY=X)
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Downloading USDJPY=X …
7603 rows | 1996-10-30 → 2026-02-25 Regression: 1740 day lookback R²=0.8568
DONCHIAN SLIM - USDJPY=X | 2026-02-25
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BEAR since 2026-01-26 (bar 22) - SHORT THE RIP
Entry: 155.17 -> Current: 156.30 (-0.73%) Pool: BEAR above 200MA (n=28)
DURATION | RETURN | SUCCESS RATE
Pctile: 14th | Current: -0.73% (50th pctile) | WR: 35.7%
Median: 36 bars Mean: 44 | MFE: 1.86% (retaining -39%) | Surv: 85.7% (>=22 bars)
P75: 55 P90: 74 | Hist med: -0.64% avg: 0.32% | From here: 24% pos (n=21)
| | Med remaining: -1.07%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 155.17) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.75% -> 152 [x] | DC Upper: 157.33 | EV: +0.10% [+]
T2 3.25% -> 150 [ ] | (0.66% risk) | WR 36% x 4.00% rwd
T3 trail 4.90% -> 148 [ ] | 2-ATR: 159.52 | - 64% x 2.06% risk
| (2.06% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | USDJPY=X bearish 22 bars
---------------------------- ---- ----- ------- -------- | still early (14th pctile)
TREND (BULL above MA) 35 37% 2.89% -0.22% | This is a short the rip setup
BUY THE DIP (BULL below) 31 42% 3.49% +0.27% | -0.73% gain is around typical (50th)
SHORT THE RIP (BEAR above) 28 36% 3.30% -0.15% < | most trends still going, 36% WR
TREND (BEAR below MA) 38 29% 3.83% -0.36% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.06% risk) | Stop: 157.33 (0.66% away)
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EUR/USD (EURUSD=X)
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Downloading EURUSD=X …
5769 rows | 2003-12-01 → 2026-02-25 Regression: 330 day lookback R²=0.7802
DONCHIAN SLIM - EURUSD=X | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-09-09 (bar 119) - TREND
Entry: 1.18 -> Current: 1.18 (+0.40%) Pool: BULL above 200MA (n=30)
DURATION | RETURN | SUCCESS RATE
Pctile: 90th | Current: 0.40% (57th pctile) | WR: 46.7%
Median: 53 bars Mean: 61 | MFE: 2.16% (retaining 18%) | Surv: 10.0% (>=119 bars)
P75: 79 P90: 116 | Hist med: -0.16% avg: 0.21% | From here: 0% pos (n=3)
| | Med remaining: -2.48%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1.18) | STOP | EXPECTANCY - TREND
T1 1.08% -> 1 [x] | DC Lower: 1.17 | EV: +0.74% [+]
T2 2.92% -> 1 [ ] | (0.62% risk) | WR 47% x 3.00% rwd
T3 trail 6.24% -> 1 [ ] | 2-ATR: 1.17 | - 53% x 1.24% risk
| (1.24% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | EURUSD=X bullish 119 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (90th pctile)
TREND (BULL above MA) 30 47% 3.41% +0.93% < | This is a trend-following setup
BUY THE DIP (BULL below) 18 39% 2.93% +0.38% | 0.40% gain is around typical (57th)
SHORT THE RIP (BEAR above) 25 32% 2.16% -0.15% | very few last this long, 47% WR
TREND (BEAR below MA) 23 39% 2.72% +0.31% | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.24% risk) | Stop: 1.17 (0.62% away)
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Gold (GC=F)
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Downloading GC=F …
6395 rows | 2000-08-30 → 2026-02-25 Regression: 610 day lookback R²=0.9637
DONCHIAN SLIM - GC=F | 2026-02-25
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-06-13 (bar 176) - TREND
Entry: 3,431.20 -> Current: 5,183.70 (+51.08%) Pool: BULL above 200MA (n=57)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 51.08% (100th pctile) | WR: 49.1%
Median: 39 bars Mean: 46 | MFE: 62.81% (retaining 81%) | Surv: 0.0% (>=176 bars)
P75: 61 P90: 91 | Hist med: -0.26% avg: 2.37% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 3,431.20) | STOP | EXPECTANCY - TREND
T1 2.74% -> 3,525 [x] | DC Lower: 4,400.00 | EV: -4.25% [!]
T2 7.44% -> 3,687 [x] | (15.12% risk) | WR 49% x 0.00% rwd
T3 trail 13.38% -> 3,890 [x] | 2-ATR: 4,750.46 | - 51% x 8.36% risk
| (8.36% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GC=F bullish 176 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 57 49% 7.85% -0.39% < | This is a trend-following setup
BUY THE DIP (BULL below) 19 47% 5.83% -1.64% | 51.08% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 54 22% 3.15% -5.80% | very few last this long, 49% WR
TREND (BEAR below MA) 23 35% 3.04% -4.39% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 8.36% risk) | Stop: 4,400.00 (15.12% away)
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Silver (SI=F)
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Downloading SI=F …
6397 rows | 2000-08-30 → 2026-02-25 Regression: 300 day lookback R²=0.8239
DONCHIAN SLIM - SI=F | 2026-02-25
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BULL since 2025-06-02 (bar 185) - TREND
Entry: 34.56 -> Current: 89.86 (+159.99%) Pool: BULL above 200MA (n=56)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 159.99% (100th pctile) | WR: 39.3%
Median: 28 bars Mean: 38 | MFE: 250.95% (retaining 64%) | Surv: 0.0% (>=185 bars)
P75: 47 P90: 70 | Hist med: -2.49% avg: 1.60% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 34.56) | STOP | EXPECTANCY - TREND
T1 2.05% -> 35 [x] | DC Lower: 68.71 | EV: -11.80% [!]
T2 6.29% -> 37 [x] | (23.54% risk) | WR 39% x 0.00% rwd
T3 trail 17.52% -> 41 [x] | 2-ATR: 72.40 | - 61% x 19.43% risk
| (19.43% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SI=F bullish 185 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 56 39% 8.62% -8.41% < | This is a trend-following setup
BUY THE DIP (BULL below) 30 50% 8.65% -5.39% | 159.99% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 42 21% 5.70% -14.04% | very few last this long, 39% WR
TREND (BEAR below MA) 45 27% 5.14% -12.88% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 19.43% risk) | Stop: 68.71 (23.54% away)
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Natural Gas (NG=F)
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Downloading NG=F …
6401 rows | 2000-08-30 → 2026-02-25 Regression: 520 day lookback R²=0.5927
DONCHIAN SLIM - NG=F | 2026-02-25
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BEAR since 2026-02-24 (bar 1) - TREND
Entry: 2.91 -> Current: 2.89 (+0.89%) Pool: BEAR below 200MA (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 0.89% (68th pctile) | WR: 32.4%
Median: 25 bars Mean: 40 | MFE: 3.29% (retaining 27%) | Surv: 100.0% (>=1 bars)
P75: 58 P90: 98 | Hist med: -9.17% avg: -3.05% | From here: 30% pos (n=37)
| | Med remaining: -8.77%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2.91) | STOP | EXPECTANCY - TREND
T1 3.51% -> 3 [ ] | DC Upper: 7.83 | EV: -21.04% [!]
T2 9.09% -> 3 [ ] | (170.92% risk) | WR 32% x 12.41% rwd
T3 trail 26.98% -> 2 [ ] | 2-ATR: 3.96 | - 68% x 37.10% risk
| (37.10% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NG=F bearish 1 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 39 33% 20.83% -17.79% | This is a trend-following setup
BUY THE DIP (BULL below) 40 32% 17.58% -19.33% | 0.89% move is larger than most (68th)
SHORT THE RIP (BEAR above) 41 44% 14.79% -14.32% | most trends still going, 32% WR
TREND (BEAR below MA) 37 32% 13.20% -20.79% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 37.10% risk) | Stop: 7.83 (170.92% away)
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Crude Oil (WTI) (CL=F)
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Downloading CL=F …
6404 rows | 2000-08-23 → 2026-02-25 Regression: 510 day lookback R²=0.7860
DONCHIAN SLIM - CL=F | 2026-02-25
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BULL since 2026-01-09 (bar 31) - TREND
Entry: 59.12 -> Current: 65.57 (+10.91%) Pool: BULL above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 36th | Current: 10.91% (86th pctile) | WR: 47.6%
Median: 43 bars Mean: 48 | MFE: 13.80% (retaining 79%) | Surv: 64.3% (>=31 bars)
P75: 64 P90: 91 | Hist med: -0.35% avg: 2.22% | From here: 26% pos (n=27)
| | Med remaining: -2.61%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 59.12) | STOP | EXPECTANCY - TREND
T1 5.64% -> 62 [x] | DC Lower: 61.12 | EV: -2.43% [!]
T2 10.86% -> 66 [x] | (6.79% risk) | WR 48% x 2.37% rwd
T3 trail 18.81% -> 70 [ ] | 2-ATR: 61.12 | - 52% x 6.79% risk
| (6.79% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | CL=F bullish 31 bars
---------------------------- ---- ----- ------- -------- | developing but has room (36th pctile)
TREND (BULL above MA) 42 48% 11.77% +2.05% < | This is a trend-following setup
BUY THE DIP (BULL below) 27 52% 14.99% +4.51% | 10.91% move is in the top tier (86th)
SHORT THE RIP (BEAR above) 43 35% 10.92% -0.61% | ~half have ended by now, 48% WR
TREND (BEAR below MA) 27 19% 8.36% -3.99% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.79% risk) | Stop: 61.12 (6.79% away)
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Copper (HG=F)
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Downloading HG=F …
6400 rows | 2000-08-30 → 2026-02-25 Regression: 2670 day lookback R²=0.7849
DONCHIAN SLIM - HG=F | 2026-02-25
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BULL since 2025-08-29 (bar 122) - TREND
Entry: 4.52 -> Current: 6.04 (+33.75%) Pool: BULL above 200MA (n=44)
DURATION | RETURN | SUCCESS RATE
Pctile: 95th | Current: 33.75% (93th pctile) | WR: 38.6%
Median: 31 bars Mean: 45 | MFE: 44.03% (retaining 77%) | Surv: 4.5% (>=122 bars)
P75: 58 P90: 91 | Hist med: -2.10% avg: 1.78% | From here: 50% pos (n=2)
| | Med remaining: 4.58%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 4.52) | STOP | EXPECTANCY - TREND
T1 3.08% -> 5 [x] | DC Lower: 5.57 | EV: -3.88% [!]
T2 5.47% -> 5 [x] | (7.85% risk) | WR 39% x 0.00% rwd
T3 trail 14.96% -> 5 [x] | 2-ATR: 5.66 | - 61% x 6.32% risk
| (6.32% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HG=F bullish 122 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (95th pctile)
TREND (BULL above MA) 44 39% 7.84% -0.85% < | This is a trend-following setup
BUY THE DIP (BULL below) 33 42% 5.94% -1.12% | 33.75% move is in the top tier (93th)
SHORT THE RIP (BEAR above) 45 31% 5.76% -2.56% | very few last this long, 39% WR
TREND (BEAR below MA) 32 28% 4.12% -3.39% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.32% risk) | Stop: 5.57 (7.85% away)
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Platinum (PL=F)
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Downloading PL=F …
6423 rows | 1997-10-29 → 2026-02-25 Regression: 300 day lookback R²=0.8968
DONCHIAN SLIM - PL=F | 2026-02-25
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BEAR since 2026-02-05 (bar 13) - SHORT THE RIP
Entry: 2,061.60 -> Current: 2,290.00 (-11.08%) Pool: BEAR above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 12th | Current: -11.08% (2th pctile) | WR: 33.3%
Median: 23 bars Mean: 33 | MFE: 2.38% (retaining -465%) | Surv: 88.1% (>=13 bars)
P75: 35 P90: 64 | Hist med: -1.89% avg: 0.03% | From here: 19% pos (n=36)
| | Med remaining: -2.72%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,061.60) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.31% -> 2,035 [x] | DC Upper: 2,605.70 | EV: -0.49% [!]
T2 4.51% -> 1,969 [ ] | (13.79% risk) | WR 33% x 14.17% rwd
T3 trail 8.18% -> 1,893 [ ] | 2-ATR: 2,469.17 | - 67% x 7.82% risk
| (7.82% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PL=F bearish 13 bars
---------------------------- ---- ----- ------- -------- | still early (12th pctile)
TREND (BULL above MA) 53 38% 6.32% -2.49% | This is a short the rip setup
BUY THE DIP (BULL below) 40 35% 5.35% -3.21% | -11.08% return is modest (2th)
SHORT THE RIP (BEAR above) 42 33% 4.67% -3.66% < | most trends still going, 33% WR
TREND (BEAR below MA) 50 28% 3.79% -4.57% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.82% risk) | Stop: 2,605.70 (13.79% away)
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Palladium (PA=F)
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Downloading PA=F …
6434 rows | 1998-09-28 → 2026-02-25 Regression: 300 day lookback R²=0.8618
DONCHIAN SLIM - PA=F | 2026-02-25
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BULL since 2025-12-15 (bar 48) - TREND
Entry: 1,592.80 -> Current: 1,843.50 (+15.74%) Pool: BULL above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 70th | Current: 15.74% (83th pctile) | WR: 44.7%
Median: 29 bars Mean: 41 | MFE: 36.23% (retaining 43%) | Surv: 29.8% (>=48 bars)
P75: 59 P90: 85 | Hist med: -1.17% avg: 3.11% | From here: 57% pos (n=14)
| | Med remaining: 0.84%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1,592.80) | STOP | EXPECTANCY - TREND
T1 2.16% -> 1,627 [x] | DC Lower: 1,549.50 | EV: -4.17% [!]
T2 4.95% -> 1,672 [x] | (15.95% risk) | WR 45% x 1.37% rwd
T3 trail 20.51% -> 1,920 [x] | 2-ATR: 1,684.22 | - 55% x 8.64% risk
| (8.64% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PA=F bullish 48 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (70th pctile)
TREND (BULL above MA) 47 45% 9.21% -0.67% < | This is a trend-following setup
BUY THE DIP (BULL below) 39 28% 7.28% -4.15% | 15.74% move is larger than most (83th)
SHORT THE RIP (BEAR above) 42 24% 5.60% -5.25% | majority already reversed, 45% WR
TREND (BEAR below MA) 45 33% 6.88% -3.47% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 8.64% risk) | Stop: 1,549.50 (15.95% away)
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Alphabet (GOOGL) (GOOGL)
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Downloading GOOGL …
5414 rows | 2004-08-19 → 2026-02-25 Regression: 4390 day lookback R²=0.9775
DONCHIAN SLIM - GOOGL | 2026-02-25
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BEAR since 2026-02-13 (bar 7) - SHORT THE RIP
Entry: 305.72 -> Current: 312.90 (-2.35%) Pool: BEAR above 200MA (n=46)
DURATION | RETURN | SUCCESS RATE
Pctile: 11th | Current: -2.35% (70th pctile) | WR: 21.7%
Median: 23 bars Mean: 28 | MFE: 3.10% (retaining -76%) | Surv: 89.1% (>=7 bars)
P75: 36 P90: 47 | Hist med: -4.73% avg: -3.61% | From here: 24% pos (n=41)
| | Med remaining: -3.17%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 305.72) | STOP | EXPECTANCY - SHORT THE RIP
T1 2.23% -> 299 [x] | DC Upper: 349.00 | EV: -3.49% [!]
T2 4.24% -> 293 [ ] | (11.54% risk) | WR 22% x 7.12% rwd
T3 trail 8.34% -> 280 [ ] | 2-ATR: 333.02 | - 78% x 6.43% risk
| (6.43% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GOOGL bearish 7 bars
---------------------------- ---- ----- ------- -------- | still early (11th pctile)
TREND (BULL above MA) 44 52% 12.84% +3.64% | This is a short the rip setup
BUY THE DIP (BULL below) 22 45% 9.50% +0.81% | -2.35% move is larger than most (70th)
SHORT THE RIP (BEAR above) 46 22% 4.94% -3.96% < | most trends still going, 22% WR
TREND (BEAR below MA) 20 30% 7.30% -2.31% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.43% risk) | Stop: 349.00 (11.54% away)
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Amazon (AMZN) (AMZN)
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Downloading AMZN …
7240 rows | 1997-05-15 → 2026-02-25 Regression: 5000 day lookback R²=0.9615
DONCHIAN SLIM - AMZN | 2026-02-25
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BEAR since 2026-02-05 (bar 13) - TREND
Entry: 222.69 -> Current: 210.64 (+5.41%) Pool: BEAR below 200MA (n=32)
DURATION | RETURN | SUCCESS RATE
Pctile: 9th | Current: 5.41% (72th pctile) | WR: 34.4%
Median: 30 bars Mean: 35 | MFE: 11.99% (retaining 45%) | Surv: 90.6% (>=13 bars)
P75: 46 P90: 68 | Hist med: -4.97% avg: -2.65% | From here: 21% pos (n=28)
| | Med remaining: -5.66%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 222.69) | STOP | EXPECTANCY - TREND
T1 3.32% -> 215 [x] | DC Upper: 247.78 | EV: -1.59% [!]
T2 13.36% -> 193 [ ] | (17.63% risk) | WR 34% x 8.93% rwd
T3 trail 22.81% -> 172 [ ] | 2-ATR: 225.60 | - 66% x 7.10% risk
| (7.10% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMZN bearish 13 bars
---------------------------- ---- ----- ------- -------- | still early (9th pctile)
TREND (BULL above MA) 57 53% 18.34% +6.29% | This is a trend-following setup
BUY THE DIP (BULL below) 27 33% 13.62% -0.19% | 5.41% move is larger than most (72th)
SHORT THE RIP (BEAR above) 52 27% 8.33% -2.95% | most trends still going, 34% WR
TREND (BEAR below MA) 32 34% 13.16% -0.14% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.10% risk) | Stop: 247.78 (17.63% away)
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Apple (AAPL) (AAPL)
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Downloading AAPL …
11392 rows | 1980-12-12 → 2026-02-25 Regression: 5000 day lookback R²=0.9753
DONCHIAN SLIM - AAPL | 2026-02-25
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BULL since 2026-02-04 (bar 14) - TREND
Entry: 276.23 -> Current: 274.23 (-0.72%) Pool: BULL above 200MA (n=75)
DURATION | RETURN | SUCCESS RATE
Pctile: 8th | Current: -0.72% (41th pctile) | WR: 56.0%
Median: 36 bars Mean: 53 | MFE: 1.60% (retaining -45%) | Surv: 92.0% (>=14 bars)
P75: 68 P90: 112 | Hist med: 1.64% avg: 7.24% | From here: 39% pos (n=69)
| | Med remaining: -2.73%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 276.23) | STOP | EXPECTANCY - TREND
T1 6.12% -> 293 [ ] | DC Lower: 251.94 | EV: +8.76% [+]
T2 17.14% -> 324 [ ] | (8.13% risk) | WR 56% x 19.60% rwd
T3 trail 32.96% -> 367 [ ] | 2-ATR: 260.42 | - 44% x 5.04% risk
| (5.04% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AAPL bullish 14 bars
---------------------------- ---- ----- ------- -------- | still early (8th pctile)
TREND (BULL above MA) 75 56% 18.74% +8.28% < | This is a trend-following setup
BUY THE DIP (BULL below) 46 52% 19.94% +7.99% | -0.72% gain is around typical (41th)
SHORT THE RIP (BEAR above) 79 25% 7.69% -1.81% | most trends still going, 56% WR
TREND (BEAR below MA) 42 38% 12.64% +1.70% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.04% risk) | Stop: 251.94 (8.13% away)
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Tesla (TSLA) (TSLA)
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Downloading TSLA …
3939 rows | 2010-06-29 → 2026-02-25 Regression: 3930 day lookback R²=0.9112
DONCHIAN SLIM - TSLA | 2026-02-25
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BEAR since 2026-01-06 (bar 34) - SHORT THE RIP
Entry: 432.96 -> Current: 417.40 (+3.59%) Pool: BEAR above 200MA (n=26)
DURATION | RETURN | SUCCESS RATE
Pctile: 62th | Current: 3.59% (92th pctile) | WR: 23.1%
Median: 26 bars Mean: 34 | MFE: 10.49% (retaining 34%) | Surv: 38.5% (>=34 bars)
P75: 38 P90: 53 | Hist med: -6.88% avg: -5.96% | From here: 11% pos (n=9)
| | Med remaining: -6.71%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 432.96) | STOP | EXPECTANCY - SHORT THE RIP
T1 6.80% -> 404 [x] | DC Upper: 440.23 | EV: -3.17% [!]
T2 12.98% -> 377 [ ] | (5.47% risk) | WR 23% x 11.09% rwd
T3 trail 23.07% -> 333 [ ] | 2-ATR: 448.49 | - 77% x 7.45% risk
| (7.45% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TSLA bearish 34 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (62th pctile)
TREND (BULL above MA) 29 34% 19.21% +1.74% | This is a short the rip setup
BUY THE DIP (BULL below) 14 64% 29.18% +16.10% | 3.59% move is in the top tier (92th)
SHORT THE RIP (BEAR above) 26 23% 14.29% -2.43% < | majority already reversed, 23% WR
TREND (BEAR below MA) 17 29% 13.04% -1.42% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.45% risk) | Stop: 440.23 (5.47% away)
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Meta (META) (META)
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Downloading META …
3462 rows | 2012-05-18 → 2026-02-25 Regression: 930 day lookback R²=0.8736
DONCHIAN SLIM - META | 2026-02-25
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BULL since 2026-01-26 (bar 21) - BUY THE DIP
Entry: 672.36 -> Current: 653.69 (-2.78%) Pool: all BULL (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 14th | Current: -2.78% (35th pctile) | WR: 59.5%
Median: 54 bars Mean: 60 | MFE: 10.66% (retaining -26%) | Surv: 86.5% (>=21 bars)
P75: 77 P90: 106 | Hist med: 1.21% avg: 9.68% | From here: 55% pos (n=31)
| | Med remaining: 0.96%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 672.36) | STOP | EXPECTANCY - BUY THE DIP
T1 5.77% -> 711 [x] | DC Lower: 628.15 | EV: +9.23% [+]
T2 11.84% -> 752 [ ] | (3.91% risk) | WR 59% x 20.29% rwd
T3 trail 33.25% -> 896 [ ] | 2-ATR: 608.00 | - 41% x 6.99% risk
| (6.99% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | META bullish 21 bars
---------------------------- ---- ----- ------- -------- | still early (14th pctile)
TREND (BULL above MA) 28 61% 12.66% +4.94% | This is a buy the dip setup
BUY THE DIP (BULL below) 7 57% 39.50% +19.58% < | -2.78% gain is around typical (35th)
SHORT THE RIP (BEAR above) 27 15% 6.81% -4.95% | most trends still going, 59% WR
TREND (BEAR below MA) 8 62% 18.28% +8.80% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.99% risk) | Stop: 628.15 (3.91% away)
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Microsoft (MSFT) (MSFT)
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Downloading MSFT …
10066 rows | 1986-03-13 → 2026-02-25 Regression: 3760 day lookback R²=0.9814
DONCHIAN SLIM - MSFT | 2026-02-25
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BEAR since 2025-11-06 (bar 74) - TREND
Entry: 495.04 -> Current: 400.60 (+19.08%) Pool: BEAR below 200MA (n=39)
DURATION | RETURN | SUCCESS RATE
Pctile: 92th | Current: 19.08% (97th pctile) | WR: 30.8%
Median: 32 bars Mean: 38 | MFE: 22.89% (retaining 83%) | Surv: 7.7% (>=74 bars)
P75: 44 P90: 71 | Hist med: -4.12% avg: -2.90% | From here: 33% pos (n=3)
| | Med remaining: 0.00%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 495.04) | STOP | EXPECTANCY - TREND
T1 2.08% -> 485 [x] | DC Upper: 482.64 | EV: -4.49% [!]
T2 7.78% -> 457 [x] | (20.48% risk) | WR 31% x 0.00% rwd
T3 trail 12.66% -> 432 [x] | 2-ATR: 426.57 | - 69% x 6.48% risk
| (6.48% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSFT bearish 74 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (92th pctile)
TREND (BULL above MA) 80 48% 12.55% +2.56% | This is a trend-following setup
BUY THE DIP (BULL below) 29 55% 16.11% +5.98% | 19.08% move is in the top tier (97th)
SHORT THE RIP (BEAR above) 70 20% 5.84% -4.02% | very few last this long, 31% WR
TREND (BEAR below MA) 39 31% 7.50% -2.18% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.48% risk) | Stop: 482.64 (20.48% away)
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NVIDIA (NVDA) (NVDA)
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Downloading NVDA …
6815 rows | 1999-01-22 → 2026-02-25 Regression: 3470 day lookback R²=0.9697
DONCHIAN SLIM - NVDA | 2026-02-25
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BULL since 2026-02-25 (bar 0) - TREND
Entry: 195.56 -> Current: 195.56 (+0.00%) Pool: BULL above 200MA (n=50)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 0.00% (42th pctile) | WR: 58.0%
Median: 43 bars Mean: 57 | Hist med: 2.90% avg: 14.81% | Surv: 100.0% (>=0 bars)
P75: 83 P90: 121 | | From here: 58% pos (n=50)
| | Med remaining: 2.90%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 195.56) | STOP | EXPECTANCY - TREND
T1 6.70% -> 209 [ ] | DC Lower: 171.03 | EV: +10.97% [+]
T2 17.51% -> 230 [ ] | (12.54% risk) | WR 58% x 23.71% rwd
T3 trail 46.93% -> 287 [ ] | 2-ATR: 182.59 | - 42% x 6.63% risk
| (6.63% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NVDA bullish 0 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 50 58% 23.71% +10.97% < | This is a trend-following setup
BUY THE DIP (BULL below) 22 50% 27.09% +10.23% | 0.00% gain is around typical (42th)
SHORT THE RIP (BEAR above) 53 19% 9.25% -3.64% | most trends still going, 58% WR
TREND (BEAR below MA) 20 60% 25.29% +12.52% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.63% risk) | Stop: 171.03 (12.54% away)
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Netflix (NFLX) (NFLX)
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Downloading NFLX …
5978 rows | 2002-05-23 → 2026-02-25 Regression: 5000 day lookback R²=0.9304
DONCHIAN SLIM - NFLX | 2026-02-25
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BEAR since 2025-10-01 (bar 100) - TREND
Entry: 117.09 -> Current: 82.70 (+29.37%) Pool: BEAR below 200MA (n=18)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 29.37% (100th pctile) | WR: 27.8%
Median: 30 bars Mean: 35 | MFE: 35.94% (retaining 82%) | Surv: 0.0% (>=100 bars)
P75: 52 P90: 63 | Hist med: -6.30% avg: -4.77% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 117.09) | STOP | EXPECTANCY - TREND
T1 2.31% -> 114 [x] | DC Upper: 86.47 | EV: -4.72% [!]
T2 8.12% -> 108 [x] | (4.56% risk) | WR 28% x 0.00% rwd
T3 trail 21.50% -> 92 [x] | 2-ATR: 88.10 | - 72% x 6.53% risk
| (6.53% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NFLX bearish 100 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 47 49% 19.96% +6.43% | This is a trend-following setup
BUY THE DIP (BULL below) 19 53% 23.25% +9.14% | 29.37% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 48 17% 6.93% -4.29% | very few last this long, 28% WR
TREND (BEAR below MA) 18 28% 10.64% -1.76% < | insufficient fwd data
(EV = WR x MFE - (1-WR) x 6.53% risk) | Stop: 86.47 (4.56% away)
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1357 rows | 2020-09-30 → 2026-02-25
Regression: 830 day lookback R²=0.9578
DONCHIAN SLIM - PLTR | 2026-02-25
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BEAR since 2026-01-02 (bar 36) - TREND
Entry: 167.86 -> Current: 134.19 (+20.06%) Pool: all BEAR (n=17)
DURATION | RETURN | SUCCESS RATE
Pctile: 59th | Current: 20.06% (94th pctile) | WR: 11.8%
Median: 26 bars Mean: 35 | MFE: 24.80% (retaining 81%) | Surv: 41.2% (>=36 bars)
P75: 42 P90: 65 | Hist med: -19.86% avg: -12.65% | From here: 14% pos (n=7)
| | Med remaining: -11.64%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 167.86) | STOP | EXPECTANCY - TREND
T1 5.26% -> 159 [x] | DC Upper: 165.08 | EV: -11.54% [!]
T2 10.30% -> 151 [x] | (23.02% risk) | WR 12% x 0.00% rwd
T3 trail 15.67% -> 142 [x] | 2-ATR: 151.74 | - 88% x 13.08% risk
| (13.08% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PLTR bearish 36 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (59th pctile)
TREND (BULL above MA) 11 45% 39.13% +10.65% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 20.06% move is in the top tier (94th)
SHORT THE RIP (BEAR above) 8 0% 8.46% -13.08% | ~half have ended by now, 12% WR
TREND (BEAR below MA) 6 33% 19.98% -2.06% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.08% risk) | Stop: 165.08 (23.02% away)
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10067 rows | 1986-03-12 → 2026-02-25 Regression: 5000 day lookback R²=0.9308
DONCHIAN SLIM - ORCL | 2026-02-25
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BEAR since 2026-01-21 (bar 24) - TREND
Entry: 173.88 -> Current: 147.89 (+14.95%) Pool: BEAR below 200MA (n=34)
DURATION | RETURN | SUCCESS RATE
Pctile: 44th | Current: 14.95% (91th pctile) | WR: 32.4%
Median: 28 bars Mean: 34 | MFE: 22.22% (retaining 67%) | Surv: 55.9% (>=24 bars)
P75: 48 P90: 63 | Hist med: -5.33% avg: -1.79% | From here: 17% pos (n=18)
| | Med remaining: -5.11%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 173.88) | STOP | EXPECTANCY - TREND
T1 1.87% -> 171 [x] | DC Upper: 181.68 | EV: -7.48% [!]
T2 10.34% -> 156 [x] | (22.85% risk) | WR 32% x 1.60% rwd
T3 trail 19.03% -> 141 [x] | 2-ATR: 165.38 | - 68% x 11.82% risk
| (11.82% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ORCL bearish 24 bars
---------------------------- ---- ----- ------- -------- | developing but has room (44th pctile)
TREND (BULL above MA) 80 50% 14.31% +1.24% | This is a trend-following setup
BUY THE DIP (BULL below) 33 61% 18.75% +6.71% | 14.95% move is in the top tier (91th)
SHORT THE RIP (BEAR above) 79 27% 6.53% -6.95% | ~half have ended by now, 32% WR
TREND (BEAR below MA) 34 32% 10.41% -4.63% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.82% risk) | Stop: 181.68 (22.85% away)
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AMD (AMD) (AMD)
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Downloading AMD …
11580 rows | 1980-03-17 → 2026-02-25 Regression: 3360 day lookback R²=0.9131
DONCHIAN SLIM - AMD | 2026-02-25
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BEAR since 2026-02-05 (bar 13) - SHORT THE RIP
Entry: 192.50 -> Current: 210.86 (-9.54%) Pool: BEAR above 200MA (n=68)
DURATION | RETURN | SUCCESS RATE
Pctile: 10th | Current: -9.54% (41th pctile) | WR: 33.8%
Median: 34 bars Mean: 41 | Hist med: -7.37% avg: -1.89% | Surv: 89.7% (>=13 bars)
P75: 55 P90: 92 | | From here: 27% pos (n=59)
| | Med remaining: -6.10%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 192.50) | STOP | EXPECTANCY - SHORT THE RIP
T1 4.40% -> 184 [ ] | DC Upper: 260.53 | EV: -1.41% [!]
T2 12.02% -> 169 [ ] | (23.56% risk) | WR 34% x 20.22% rwd
T3 trail 21.42% -> 151 [ ] | 2-ATR: 237.16 | - 66% x 12.47% risk
| (12.47% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMD bearish 13 bars
---------------------------- ---- ----- ------- -------- | still early (10th pctile)
TREND (BULL above MA) 69 35% 17.76% -1.96% | This is a short the rip setup
BUY THE DIP (BULL below) 62 47% 25.53% +5.30% | -9.54% gain is around typical (41th)
SHORT THE RIP (BEAR above) 68 34% 12.61% -3.99% < | most trends still going, 34% WR
TREND (BEAR below MA) 62 42% 17.35% +0.03% | most of the move likely done
(EV = WR x MFE - (1-WR) x 12.47% risk) | Stop: 260.53 (23.56% away)
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MicroStrategy (MSTR) (MSTR)
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Downloading MSTR …
6970 rows | 1998-06-11 → 2026-02-25 Regression: 950 day lookback R²=0.8267
DONCHIAN SLIM - MSTR | 2026-02-25
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BEAR since 2026-01-29 (bar 18) - TREND
Entry: 143.19 -> Current: 135.65 (+5.27%) Pool: BEAR below 200MA (n=33)
DURATION | RETURN | SUCCESS RATE
Pctile: 27th | Current: 5.27% (64th pctile) | WR: 36.4%
Median: 32 bars Mean: 36 | MFE: 27.25% (retaining 19%) | Surv: 72.7% (>=18 bars)
P75: 49 P90: 63 | Hist med: -7.31% avg: -0.78% | From here: 33% pos (n=24)
| | Med remaining: -5.27%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 143.19) | STOP | EXPECTANCY - TREND
T1 4.62% -> 137 [x] | DC Upper: 165.72 | EV: -6.93% [!]
T2 13.84% -> 123 [x] | (22.17% risk) | WR 36% x 12.27% rwd
T3 trail 31.56% -> 98 [ ] | 2-ATR: 159.93 | - 64% x 17.90% risk
| (17.90% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSTR bearish 18 bars
---------------------------- ---- ----- ------- -------- | developing but has room (27th pctile)
TREND (BULL above MA) 42 48% 16.85% -1.35% | This is a trend-following setup
BUY THE DIP (BULL below) 34 47% 25.44% +2.50% | 5.27% move is larger than most (64th)
SHORT THE RIP (BEAR above) 42 31% 11.66% -8.75% | most trends still going, 36% WR
TREND (BEAR below MA) 33 36% 16.67% -5.33% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 17.90% risk) | Stop: 165.72 (22.17% away)
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Robinhood (HOOD) (HOOD)
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Downloading HOOD …
1149 rows | 2021-07-29 → 2026-02-25
Regression: 620 day lookback R²=0.9417
DONCHIAN SLIM - HOOD | 2026-02-25
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BEAR since 2025-11-20 (bar 64) - TREND
Entry: 106.21 -> Current: 77.53 (+27.00%) Pool: all BEAR (n=9)
DURATION | RETURN | SUCCESS RATE
Pctile: 78th | Current: 27.00% (100th pctile) | WR: 22.2%
Median: 30 bars Mean: 37 | MFE: 34.83% (retaining 78%) | Surv: 22.2% (>=64 bars)
P75: 45 P90: 74 | Hist med: -8.98% avg: -8.25% | From here: 0% pos (n=2)
| | Med remaining: -15.77%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 106.21) | STOP | EXPECTANCY - TREND
T1 5.81% -> 100 [x] | DC Upper: 107.25 | EV: -11.65% [!]
T2 9.94% -> 96 [x] | (38.33% risk) | WR 22% x 3.19% rwd
T3 trail 33.99% -> 70 [x] | 2-ATR: 89.85 | - 78% x 15.89% risk
| (15.89% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HOOD bearish 64 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (78th pctile)
TREND (BULL above MA) 7 86% 67.07% +55.22% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 27.00% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 5 20% 0.00% - | majority already reversed, 22% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 15.89% risk) | Stop: 107.25 (38.33% away)
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182 rows | 2025-06-05 → 2026-02-25
⚠ REGRESSION SKIPPED: Not enough rows (182). Need ≥305.
DONCHIAN SLIM - CRCL | 2026-02-25
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BULL since 2026-02-25 (bar 0) - TREND
Entry: 83.14 -> Current: 83.14 (+0.00%) Pool: all BULL (n=1)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: 0.00% (100th pctile) | WR: 0.0%
Median: 22 bars Mean: 22 | Hist med: -21.28% avg: -21.28% | Surv: 100.0% (>=0 bars)
P75: 22 P90: 22 | | From here: 0% pos (n=1)
| | Med remaining: -21.28%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 83.14) | STOP | EXPECTANCY - TREND
| DC Lower: 49.90 | Insufficient data
| (39.98% risk) |
| 2-ATR: 71.51 |
| (13.99% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | CRCL bullish 0 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) - - - - | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 0.00% move is in the top tier (100th)
SHORT THE RIP (BEAR above) - - - - | most trends still going, 0% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.99% risk) | Stop: 49.90 (39.98% away)
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Bitcoin (BTC) (BTC-USD)
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Downloading BTC-USD …
4180 rows | 2014-09-17 → 2026-02-25 Regression: 1350 day lookback R²=0.8889
DONCHIAN SLIM - BTC-USD | 2026-02-25
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BEAR since 2026-01-25 (bar 31) - TREND
Entry: 86,572.22 -> Current: 68,336.35 (+21.06%) Pool: BEAR below 200MA (n=12)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 21.06% (83th pctile) | WR: 50.0%
Median: 30 bars Mean: 48 | MFE: 30.61% (retaining 69%) | Surv: 50.0% (>=31 bars)
P75: 58 P90: 94 | Hist med: -0.49% avg: 4.63% | From here: 50% pos (n=6)
| | Med remaining: -0.70%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 86,572.22) | STOP | EXPECTANCY - TREND
T1 9.81% -> 78,083 [x] | DC Upper: 72,206.91 | EV: -3.94% [!]
T2 15.67% -> 73,003 [x] | (5.66% risk) | WR 50% x 1.66% rwd
T3 trail 24.98% -> 64,943 [x] | 2-ATR: 74,845.94 | - 50% x 9.53% risk
| (9.53% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BTC-USD bearish 31 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 24 58% 24.98% +10.60% | This is a trend-following setup
BUY THE DIP (BULL below) 17 53% 34.98% +14.04% | 21.06% move is larger than most (83th)
SHORT THE RIP (BEAR above) 28 36% 11.81% -1.91% | ~half have ended by now, 50% WR
TREND (BEAR below MA) 12 50% 16.82% +3.65% < | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 9.53% risk) | Stop: 72,206.91 (5.66% away)
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Ethereum (ETH) (ETH-USD)
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Downloading ETH-USD …
3031 rows | 2017-11-09 → 2026-02-25 Regression: 2760 day lookback R²=0.6838
DONCHIAN SLIM - ETH-USD | 2026-02-25
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BEAR since 2026-01-20 (bar 36) - TREND
Entry: 2,935.61 -> Current: 2,077.73 (+29.22%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 29.22% (90th pctile) | WR: 30.0%
Median: 36 bars Mean: 39 | MFE: 40.43% (retaining 72%) | Surv: 50.0% (>=36 bars)
P75: 44 P90: 80 | Hist med: -9.76% avg: 0.10% | From here: 40% pos (n=5)
| | Med remaining: -8.02%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,935.61) | STOP | EXPECTANCY - TREND
T1 5.98% -> 2,760 [x] | DC Upper: 2,148.12 | EV: -7.98% [!]
T2 9.11% -> 2,668 [x] | (3.39% risk) | WR 30% x 0.00% rwd
T3 trail 23.92% -> 2,233 [x] | 2-ATR: 2,314.61 | - 70% x 11.40% risk
| (11.40% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ETH-USD bearish 36 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 11 55% 29.18% +10.73% | This is a trend-following setup
BUY THE DIP (BULL below) 16 50% 29.40% +9.00% | 29.22% move is in the top tier (90th)
SHORT THE RIP (BEAR above) 16 38% 17.81% -0.45% | ~half have ended by now, 30% WR
TREND (BEAR below MA) 10 30% 13.00% -4.08% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.40% risk) | Stop: 2,148.12 (3.39% away)
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Solana (SOL) (SOL-USD)
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Downloading SOL-USD …
2148 rows | 2020-04-10 → 2026-02-25 Regression: 1240 day lookback R²=0.6810
DONCHIAN SLIM - SOL-USD | 2026-02-25
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BEAR since 2026-01-25 (bar 31) - TREND
Entry: 118.77 -> Current: 88.84 (+25.20%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: 25.20% (80th pctile) | WR: 30.0%
Median: 38 bars Mean: 41 | MFE: 42.17% (retaining 60%) | Surv: 60.0% (>=31 bars)
P75: 57 P90: 63 | Hist med: -3.87% avg: 3.45% | From here: 17% pos (n=6)
| | Med remaining: -6.33%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 118.77) | STOP | EXPECTANCY - TREND
T1 16.77% -> 99 [x] | DC Upper: 91.08 | EV: -6.96% [!]
T2 20.13% -> 95 [x] | (2.52% risk) | WR 30% x 7.17% rwd
T3 trail 41.28% -> 70 [x] | 2-ATR: 100.41 | - 70% x 13.02% risk
| (13.02% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SOL-USD bearish 31 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) 9 33% 40.90% +4.96% | This is a trend-following setup
BUY THE DIP (BULL below) 11 55% 40.19% +16.00% | 25.20% move is larger than most (80th)
SHORT THE RIP (BEAR above) 9 33% 24.50% -0.51% | ~half have ended by now, 30% WR
TREND (BEAR below MA) 10 30% 26.06% -1.29% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.02% risk) | Stop: 91.08 (2.52% away)
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BNB (BNB-USD)
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Downloading BNB-USD …
3031 rows | 2017-11-09 → 2026-02-25 Regression: 3030 day lookback R²=0.8168
DONCHIAN SLIM - BNB-USD | 2026-02-25
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BEAR since 2026-01-31 (bar 25) - TREND
Entry: 780.48 -> Current: 631.28 (+19.12%) Pool: BEAR below 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 29th | Current: 19.12% (71th pctile) | WR: 35.7%
Median: 40 bars Mean: 43 | MFE: 26.11% (retaining 73%) | Surv: 71.4% (>=25 bars)
P75: 52 P90: 83 | Hist med: -4.76% avg: 1.21% | From here: 20% pos (n=10)
| | Med remaining: -4.92%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 780.48) | STOP | EXPECTANCY - TREND
T1 4.38% -> 746 [x] | DC Upper: 668.40 | EV: -4.19% [!]
T2 11.83% -> 688 [x] | (5.88% risk) | WR 36% x 4.47% rwd
T3 trail 29.97% -> 547 [ ] | 2-ATR: 688.13 | - 64% x 9.01% risk
| (9.01% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BNB-USD bearish 25 bars
---------------------------- ---- ----- ------- -------- | developing but has room (29th pctile)
TREND (BULL above MA) 15 40% 23.37% +3.95% | This is a trend-following setup
BUY THE DIP (BULL below) 13 54% 24.29% +8.92% | 19.12% move is larger than most (71th)
SHORT THE RIP (BEAR above) 14 36% 18.57% +0.84% | most trends still going, 36% WR
TREND (BEAR below MA) 14 36% 15.39% -0.29% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 9.01% risk) | Stop: 668.40 (5.88% away)
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TRON (TRX) (TRX-USD)
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Downloading TRX-USD …
3031 rows | 2017-11-09 → 2026-02-25
Regression: 1210 day lookback R²=0.9512
DONCHIAN SLIM - TRX-USD | 2026-02-25
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BULL since 2026-02-21 (bar 4) - BUY THE DIP
Entry: 0.29 -> Current: 0.29 (-1.04%) Pool: BULL below 200MA (n=11)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: -1.04% (55th pctile) | WR: 45.5%
Median: 38 bars Mean: 51 | MFE: 0.74% (retaining -141%) | Surv: 100.0% (>=4 bars)
P75: 56 P90: 84 | Hist med: -1.37% avg: 8.09% | From here: 45% pos (n=11)
| | Med remaining: -3.88%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.29) | STOP | EXPECTANCY - BUY THE DIP
T1 6.48% -> 0 [ ] | DC Lower: 0.27 | EV: +14.21% [+]
T2 29.36% -> 0 [ ] | (6.22% risk) | WR 45% x 35.07% rwd
T3 trail 65.16% -> 0 [ ] | 2-ATR: 0.28 | - 55% x 3.18% risk
| (3.18% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TRX-USD bullish 4 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 14 64% 30.22% +18.29% | This is a buy the dip setup
BUY THE DIP (BULL below) 11 45% 33.67% +13.57% < | -1.04% gain is around typical (55th)
SHORT THE RIP (BEAR above) 16 38% 14.77% +3.55% | most trends still going, 45% WR
TREND (BEAR below MA) 10 40% 15.46% +4.28% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 3.18% risk) | Stop: 0.27 (6.22% away)
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Sui (SUI) (SUI-USD)
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Downloading SUI-USD …
810 rows | 2022-03-18 → 2024-06-04
Regression: 470 day lookback R²=0.6905
DONCHIAN SLIM - SUI-USD | 2024-06-04
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BEAR since 2024-04-12 (bar 53) - TREND
Entry: 0.00 -> Current: 0.00 (-14.94%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 80th | Current: -14.94% (40th pctile) | WR: 20.0%
Median: 39 bars Mean: 59 | MFE: 54.02% (retaining -28%) | Surv: 20.0% (>=53 bars)
P75: 46 P90: 122 | Hist med: -14.26% avg: -37.65% | From here: 100% pos (n=1)
| | Med remaining: 21.14%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.00) | STOP | EXPECTANCY - TREND
| DC Upper: 0.00 | Insufficient data
| (130.00% risk) |
| 2-ATR: 0.00 |
| (51.73% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SUI-USD bearish 53 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (80th pctile)
TREND (BULL above MA) - - - - | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | -14.94% gain is around typical (40th)
SHORT THE RIP (BEAR above) - - - - | very few last this long, 20% WR
TREND (BEAR below MA) - - - - | history favours more (100%)
(EV = WR x MFE - (1-WR) x 51.73% risk) | Stop: 0.00 (130.00% away)
================================================================================ SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS ================================================================================ Ticker Name Lookback R² P-Value -------------------------------------------------------------------------------- ^GSPC S&P 500 4230 0.9809 0.00e+00 ^NDX Nasdaq 100 4250 0.9846 0.00e+00 ^RUT Russell 2000 4180 0.9084 0.00e+00 ES=F S&P 500 Futures (ES) 4230 0.9812 0.00e+00 NQ=F Nasdaq 100 Futures (NQ) 4250 0.9849 0.00e+00 SMH Semiconductors (SMH) 3660 0.9758 0.00e+00 MAGS Magnificent 7 (MAGS) 720 0.9381 0.00e+00 XLK Tech Select (XLK) 4370 0.9846 0.00e+00 URA Uranium (URA) 1810 0.8620 0.00e+00 DX-Y.NYB US Dollar Index (DXY) 4650 0.7607 0.00e+00 USDJPY=X USD/JPY 1740 0.8568 0.00e+00 EURUSD=X EUR/USD 330 0.7802 6.03e-110 GC=F Gold 610 0.9637 0.00e+00 SI=F Silver 300 0.8239 2.03e-114 NG=F Natural Gas 520 0.5927 4.10e-103 CL=F Crude Oil (WTI) 510 0.7860 3.33e-172 HG=F Copper 2670 0.7849 0.00e+00 PL=F Platinum 300 0.8968 5.22e-149 PA=F Palladium 300 0.8618 4.11e-130 GOOGL Alphabet (GOOGL) 4390 0.9775 0.00e+00 AMZN Amazon (AMZN) 5000 0.9615 0.00e+00 AAPL Apple (AAPL) 5000 0.9753 0.00e+00 TSLA Tesla (TSLA) 3930 0.9112 0.00e+00 META Meta (META) 930 0.8736 0.00e+00 MSFT Microsoft (MSFT) 3760 0.9814 0.00e+00 NVDA NVIDIA (NVDA) 3470 0.9697 0.00e+00 NFLX Netflix (NFLX) 5000 0.9304 0.00e+00 PLTR Palantir (PLTR) 830 0.9578 0.00e+00 ORCL Oracle (ORCL) 5000 0.9308 0.00e+00 AMD AMD (AMD) 3360 0.9131 0.00e+00 MSTR MicroStrategy (MSTR) 950 0.8267 0.00e+00 HOOD Robinhood (HOOD) 620 0.9417 0.00e+00 BTC-USD Bitcoin (BTC) 1350 0.8889 0.00e+00 ETH-USD Ethereum (ETH) 2760 0.6838 0.00e+00 SOL-USD Solana (SOL) 1240 0.6810 1.94e-309 BNB-USD BNB 3030 0.8168 0.00e+00 TRX-USD TRON (TRX) 1210 0.9512 0.00e+00 SUI-USD Sui (SUI) 470 0.6905 2.87e-121 ⚠ Skipped 1 ticker(s): CRCL Circle (CRCL) regression: Not enough rows (182). Need ≥305.
